FII Derivative Trade Statistics 24-Apr
(Rs Cr) Buy
Index Futures 9064.72 7270.81 21758.46
Index Options 231934.87 231650.80 76358.48
Stock Futures 35877.45 35684.25 95497.74
Stock Options 6639.55 6485.80 8157.43
Total 283516.59 281091.66 201772.11
Put Call Ratio (OI) 1.65 1.30 0.35
Indian Debt Market
Put Call Ratio(Vol) 0.90 1.00 -0.11
24-Apr Wk. Ago Mth. Ago
Call Rate 6.19% 6.04% 6.19% 5.82%
T-Repo 6.01% 5.96% 6.14% NA
Repo 6.00% 6.00% 6.25% 6.00%
Reverse Repo 5.75% 5.75% 6.00% 5.75%
91 Day T-Bill 6.38% 6.33% 6.25% 6.15%
364 Day T-Bill 6.48% 6.40% 6.38% 6.45%
10 Year Gilt 7.43% 7.39% 7.34% 7.68%
G-Sec Vol. (Rs.Cr) 36674 25688 38231 42160
Currency Market Update
FBIL MIBOR* 6.25% 6.09% 6.25% 6.00%
3 Month CP Rate 7.50% 7.00% 7.50% 7.25%
5 Year Corp Bond 8.55% 8.54% 8.40% 8.36%
1 Month CD Rate 7.11% 6.72% 8.00% 6.70%
3 Month CD Rate 7.13% 6.85% 7.36% 6.67%
1 Year CD Rate 7.50% 7.50% 7.73% 7.50%
Commodity Market Update
Currency 24-Apr Prev_Day
USD/INR 69.90 69.75 0.16
GBP/INR 90.35 90.54 -0.20
EURO/INR 78.33 78.43 -0.10
JPY/INR 0.63 0.62 0.00
Commodity 24-Apr Wk Ago Mth. Ago
NYMEX Crude($/bl) 65.93 63.96 58.82 67.64
Brent Crude($/bl) 73.05 71.38 66.73 76.60
Gold( $/oz) 1275 1276 1313 1330
Gold(Rs./10 gm) 31501 31641 32007 31131
Source: Thomson Reuters Eikon
*As on previous trading day
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Derivative Statistics- Nifty Options
• Nifty Apr 2019 Futures were at 11,738.25, a premium of 12.10 points,
above the spot closing of 11,726.15. The turnover on NSE’s Futures and
Options segment increased to Rs. 14,23,405.23 crore on Apr 24, 2019,
compared with Rs. 11,89,019.33 crore on Apr 23, 2019.
• The Put-Call ratio stood at 0.83 compared with previous close of 0.91.
• The Nifty Put-Call ratio stood at 1.65 compared with previous close of
• India VIX declined 4.57% to 23.5175 compared with 24.6450 at previous
• Open interest on Nifty Futures stood at 21.80 million as against previous
close at 19.50 million.
• Bond yields dropped following the central bank’s announcement of
conducting an open market operation in the next month. The RBI
declared its plan of purchasing notes worth Rs. 250 billion.
• Yield on the 10-year benchmark paper (7.26% GS 2029) dropped 5 bps
at 7.42% compared with the previous session’s close of 7.47% after
trading in a range of 7.41% to 7.44%.
• Banks’ borrowings under the repo window of the Liquidity Adjustment
Facility (LAF) stood at Rs. 9,953 crore (gross) on Apr 24, 2019, compared
with Rs. 24,476 crore (gross) as on Apr 23, 2019. Sale of securities under
Reserve Bank of India’s (RBI) reverse repo window stood at Rs. 10,122
crore on Apr 23, 2019.
• Banks borrowed Rs. 620 crore under the central bank’s Marginal
Standing Facility on Apr 23, 2019 compared with borrowings of Rs. 9,940
crore on Apr 22, 2019.
• The India rupee depreciated following greenback purchases by banks
for their corporate clients. In addition, strong U.S. economic data lifted
dollar, while weighing down on the domestic currency.
• The euro edged lower as greenback firmed tracking upbeat U.S. housing
data. Besides, feeble German business environment, indicated by lower-
than-expected business climate index, also proved to be a drag on the
• Gold prices moved down against the greenback as the latter firmed
following upbeat U.S. housing data.
• Brent crude prices stood firm with U.S.’s announcement of not
renewing or extending waivers to countries that have been importing
• According to a report from the Commerce Department, U.S. new home
sales surprisingly grew 4.5% to an annual rate of 692,000 in Mar 2019 as
against an increase of 5.9% to a revised rate of 662,000 (667,000
originally reported) in Feb 2019. This marked the highest annual rate
since Nov 2017.
• According to a report from the Office for National Statistics, U.K. public
borrowing for the period Apr 2018-Mar 2019 was GBP 24.7 billion, down
GBP 17.2 billion from the period Apr 2017-Mar 2018. This marked the
lowest borrowing since Apr 2001 to Mar 2002.